Davis Opportunity Fund Technical Analysis
| RPEAX Fund | USD 40.68 0.40 0.97% |
As of the 2nd of February, Davis Opportunity shows the Mean Deviation of 0.8272, downside deviation of 0.8365, and Coefficient Of Variation of 581.36. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Davis Opportunity, as well as the relationship between them.
Davis Opportunity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Davis, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to DavisDavis |
Davis Opportunity 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Davis Opportunity's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Davis Opportunity.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Davis Opportunity on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Davis Opportunity or generate 0.0% return on investment in Davis Opportunity over 90 days. Davis Opportunity is related to or competes with Intal High, Litman Gregory, Rbc Bluebay, Pace High, Siit High, and Ab Global. The funds investment adviser uses the Davis Investment Discipline to invest Davis Opportunity Funds portfolio principall... More
Davis Opportunity Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Davis Opportunity's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Davis Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8365 | |||
| Information Ratio | 0.1477 | |||
| Maximum Drawdown | 14.71 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.36 |
Davis Opportunity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Davis Opportunity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Davis Opportunity's standard deviation. In reality, there are many statistical measures that can use Davis Opportunity historical prices to predict the future Davis Opportunity's volatility.| Risk Adjusted Performance | 0.1305 | |||
| Jensen Alpha | 0.2854 | |||
| Total Risk Alpha | 0.2184 | |||
| Sortino Ratio | 0.3259 | |||
| Treynor Ratio | 0.4842 |
Davis Opportunity February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1305 | |||
| Market Risk Adjusted Performance | 0.4942 | |||
| Mean Deviation | 0.8272 | |||
| Semi Deviation | 0.3274 | |||
| Downside Deviation | 0.8365 | |||
| Coefficient Of Variation | 581.36 | |||
| Standard Deviation | 1.85 | |||
| Variance | 3.41 | |||
| Information Ratio | 0.1477 | |||
| Jensen Alpha | 0.2854 | |||
| Total Risk Alpha | 0.2184 | |||
| Sortino Ratio | 0.3259 | |||
| Treynor Ratio | 0.4842 | |||
| Maximum Drawdown | 14.71 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.6997 | |||
| Semi Variance | 0.1072 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 6.03 | |||
| Kurtosis | 44.11 |
Davis Opportunity Backtested Returns
Davis Opportunity appears to be very steady, given 3 months investment horizon. Davis Opportunity secures Sharpe Ratio (or Efficiency) of 0.2, which denotes the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Davis Opportunity, which you can use to evaluate the volatility of the entity. Please utilize Davis Opportunity's Coefficient Of Variation of 581.36, downside deviation of 0.8365, and Mean Deviation of 0.8272 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, Davis Opportunity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Davis Opportunity is expected to be smaller as well.
Auto-correlation | 0.41 |
Average predictability
Davis Opportunity has average predictability. Overlapping area represents the amount of predictability between Davis Opportunity time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Davis Opportunity price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Davis Opportunity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Davis Opportunity technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Davis Opportunity Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Davis Opportunity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Davis Opportunity Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Davis Opportunity on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Davis Opportunity based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Davis Opportunity price pattern first instead of the macroeconomic environment surrounding Davis Opportunity. By analyzing Davis Opportunity's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Davis Opportunity's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Davis Opportunity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Davis Opportunity February 2, 2026 Technical Indicators
Most technical analysis of Davis help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Davis from various momentum indicators to cycle indicators. When you analyze Davis charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1305 | |||
| Market Risk Adjusted Performance | 0.4942 | |||
| Mean Deviation | 0.8272 | |||
| Semi Deviation | 0.3274 | |||
| Downside Deviation | 0.8365 | |||
| Coefficient Of Variation | 581.36 | |||
| Standard Deviation | 1.85 | |||
| Variance | 3.41 | |||
| Information Ratio | 0.1477 | |||
| Jensen Alpha | 0.2854 | |||
| Total Risk Alpha | 0.2184 | |||
| Sortino Ratio | 0.3259 | |||
| Treynor Ratio | 0.4842 | |||
| Maximum Drawdown | 14.71 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.6997 | |||
| Semi Variance | 0.1072 | |||
| Expected Short fall | (0.96) | |||
| Skewness | 6.03 | |||
| Kurtosis | 44.11 |
Davis Opportunity February 2, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Davis stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 40.68 | ||
| Day Typical Price | 40.68 | ||
| Price Action Indicator | (0.20) |
Other Information on Investing in Davis Mutual Fund
Davis Opportunity financial ratios help investors to determine whether Davis Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Davis with respect to the benefits of owning Davis Opportunity security.
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